+96.6%
MPC vs CP
+32.2%
+64.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.4% |
| 7D | -16.2% | +2.8% | -19.0% | -15.9% |
| 30D | -15.7% | +10.2% | -25.9% | -15.0% |
| 3M | +24.9% | +2.4% | +22.5% | +25.4% |
| 6M | +52.7% | +7.7% | +45.0% | +53.6% |
| YTD | +131.9% | +26.0% | +105.9% | +123.3% |
| 1Y | +96.6% | +34.6% | +62.0% | +88.6% |
| All | +96.6% | +32.2% | +64.5% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling